+327.6%
AEP vs AMC
-97.7%
+425.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -2.8% | +2.6% | -5.4% | -2.8% |
| 30D | +3.6% | +9.0% | -5.4% | +3.6% |
| 3M | +1.8% | +22.2% | -20.4% | +1.7% |
| 6M | -3.1% | +91.5% | -94.6% | -3.5% |
| YTD | +12.2% | +101.3% | -89.0% | +11.8% |
| 1Y | +9.1% | +20.8% | -11.6% | +8.9% |
| 3Y | +77.9% | -71.3% | +149.2% | +78.1% |
| 5Y | +78.1% | -99.2% | +177.4% | +79.8% |
| 10Y | +187.8% | -98.7% | +286.5% | +183.6% |
| All | +327.6% | -97.7% | +425.3% | +306.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling